That is not an error. This is the python extension for MPI. Python
extensions are loaded by python, they don't start with 'lib'. If you
add the directory containing mpi.so to your PYTHONPATH and execute

>>> import mpi

that file should be found and loaded. mpi.so will pull in
libboost_python.so and libboost_mpi.so, so you may need to add the lib
dir to your LD_LIBRARY_PATH as well.